Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47933.06 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46538.16 Kr¶

PnL: ---------------------------------------> -350.41 Kr¶

DD now: ---------------------------------> -1.433 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 13:36:15.707740'

Anic Portfolio¶

Today¶

Return: 0.464 %¶

This Week¶

Return: 0.841 %¶

Total¶

Return: 56.921 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.490000 2856.000000 220.000000 8.350000 2636.000010
Beijer Electronics Group 26 0.000000 3104.400000 133.400000 4.490000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -0.320000 432.600000 77.600000 21.860000 355.000000
Corem Property Group B 59 -2.230000 647.820000 70.820000 12.270000 576.999999
SAAB B 8 1.300000 3438.400000 61.400000 1.820000 3377.000000
Boozt 12 0.110000 1708.200000 54.200000 3.280000 1653.999996
HMS Networks 2 0.060000 720.000000 47.000000 6.980000 673.000000
OEM International B 7 0.760000 560.000000 32.000000 6.060000 527.999997
Intrum 4 0.440000 548.600000 21.600000 4.100000 527.000000
Coor Service Management Hold. 8 0.150000 547.600000 15.600000 2.930000 532.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 0.160000 506.400000 15.400000 3.140000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -0.650000 258.000000 12.000000 4.880000 246.000000
MedCap 2 -1.820000 432.000000 11.000000 2.610000 421.000000
AcadeMedia 12 0.770000 564.960000 7.960000 1.430000 557.000004
Norva24 Group 16 1.480000 550.080000 7.080000 1.300000 543.000000
Swedbank A 3 1.660000 568.350000 4.350000 0.770000 564.000000
Resurs Holding 22 -0.150000 577.720000 3.720000 0.650000 573.999998
FM Mattsson Mora Group B 50 -1.350000 2930.000000 3.000000 0.100000 2927.000000
Karnov Group 9 -2.130000 536.400000 0.400000 0.070000 536.000004
Handelsbanken A 5 0.230000 545.250000 -0.750000 -0.140000 546.000000
Creaspac SPAC 6 -0.410000 576.000000 -1.000000 -0.170000 577.000002
Nordea Bank Abp 29 0.080000 3452.160000 -1.840000 -0.050000 3453.999992
Securitas B 6 -0.230000 568.080000 -1.920000 -0.340000 570.000000
Essity B 2 -1.410000 571.800000 -2.200000 -0.380000 574.000000
Essity A 4 -1.890000 1144.000000 -5.000000 -0.440000 1149.000000
CTEK 13 0.420000 525.070000 -8.930000 -1.670000 533.999999
Midsona B 63 -2.270000 570.150000 -12.850000 -2.200000 582.999984
International Petroleum Corp. 5 2.390000 556.000000 -38.570000 -6.490000 594.565215
Vivesto 1368 1.570000 567.720000 -45.280000 -7.390000 612.999432
Sampo Oyj SDB 7 -0.090000 3776.500000 -73.500000 -1.910000 3850.000000
OX2 18 1.610000 1538.100000 -125.900000 -7.570000 1663.999992
Axfood 13 0.470000 3604.900000 -151.100000 -4.020000 3756.000001
Ovzon 52 3.010000 3026.400000 -335.600000 -9.980000 3361.999992
Fasadgruppen Group 35 -0.200000 3451.000000 -360.000000 -9.450000 3810.999990
TOTAL 46538.160000 -350.410000 -1.43293% 46888.564618

Updated:¶

'2023-01-18 13:36:28.329864'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶